Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.146 %¶

This Week¶

Return: -0.146 %¶

Total portfolio value¶

Return including deposits: 71.02 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.880000 2354.000000 165.000000 7.540000 2189.000000
Xvivo Perfusion 3 2.450000 877.500000 32.500000 3.850000 845.000001
SynAct Pharma 9 0.130000 675.000000 30.000000 4.650000 645.000003
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
Biotage 4 0.650000 622.400000 19.400000 3.220000 603.000000
Vitrolife 3 3.020000 696.000000 19.000000 2.810000 677.000001
Addtech B 3 2.050000 717.600000 17.600000 2.510000 699.999999
BHG Group 49 -6.190000 653.660000 14.660000 2.290000 638.999984
Indutrade 5 1.680000 1332.500000 12.500000 0.950000 1320.000000
Addnode Group B 6 1.760000 762.600000 10.600000 1.410000 751.999998
Embracer Group B 26 -0.310000 671.970000 9.970000 1.510000 661.999988
Nolato B 12 -0.090000 657.600000 9.600000 1.480000 648.000000
Sdiptech B 3 -0.070000 828.600000 6.600000 0.800000 822.000000
Latour B 2 1.790000 454.000000 5.000000 1.110000 449.000000
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Svolder B 35 0.970000 2177.000000 3.500000 0.160000 2173.500000
Fortnox 10 3.340000 668.600000 0.600000 0.090000 668.000000
Sedana Medical 135 -2.250000 4330.800000 -0.200000 0.000000 4330.999935
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.900000 652.750000 -1.250000 -0.190000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -4.050000 569.000000 -5.000000 -0.870000 574.000000
Sampo Oyj SDB 1 -0.500000 499.500000 -5.500000 -1.090000 505.000000
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Investor B 3 0.350000 647.850000 -10.150000 -1.540000 657.999999
Lime Technologies 2 -2.530000 579.000000 -14.000000 -2.360000 593.000000
Humana 40 1.370000 652.000000 -22.000000 -3.260000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.380000 2492.880000 -44.120000 -1.740000 2537.000032
Lundin Gold 7 0.920000 918.400000 -55.600000 -5.710000 973.999999
Creades A 7 1.680000 550.900000 -60.100000 -9.840000 610.999998
Investor A 16 0.140000 3460.800000 -84.200000 -2.380000 3545.000000
New Wave B 40 -0.700000 3792.000000 -124.000000 -3.170000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48078.260000 -848.240000 -1.65767% 48926.499863

Updated:¶

'2023-06-13 14:28:46.011073'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶